Improved dynamic trading strategy IS algorithm

DOI10.16360/J.CNKI.JBNUNS.2017.03.008zbMATH Open1399.91097MaRDI QIDQ4643165FDOQ4643165

Authors: Qixuan Luo, Handong Li 

Publication date: 25 May 2018

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zbMATH Keywords

realized volatilitytrading strategyimproved dynamic IS algorithmsimulated trading

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cited In (1)

• Intelligent dynamic backlash agent: a trading strategy based on the directional change framework

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